-40.7%
NCLH vs FLR
+230.6%
-271.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.0% |
| 7D | -6.5% | -6.9% | +0.3% | -4.0% |
| 30D | -22.1% | +1.1% | -23.2% | -22.7% |
| 3M | -18.7% | +14.3% | -33.0% | -24.5% |
| 6M | -28.4% | +19.1% | -47.5% | -35.3% |
| YTD | -34.7% | +35.1% | -69.8% | -43.8% |
| 1Y | -42.7% | +29.5% | -72.2% | -50.2% |
| 3Y | -10.6% | +53.0% | -63.6% | -33.7% |
| 5Y | -40.7% | +238.9% | -279.7% | -70.8% |
| All | -40.7% | +230.6% | -271.3% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling